Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-06-29 0.285796 0.310191 0.336566 0.367352 0.402493 0.441584 0.488684
2025-07-06 0.248893 0.279417 0.314156 0.357053 0.409213 0.471407 0.552469
2025-07-13 0.230925 0.266255 0.308153 0.362360 0.431954 0.520247 0.644127
2025-07-20 0.216945 0.255585 0.302978 0.366747 0.452565 0.567682 0.740762
2025-07-27 0.203183 0.243486 0.294269 0.364826 0.463603 0.602648 0.825140
2025-08-03 0.193116 0.234971 0.289004 0.366319 0.478648 0.644310 0.926481
2025-08-10 0.180052 0.221456 0.275842 0.355346 0.474073 0.655470 0.979966
2025-08-17 0.168027 0.208482 0.262379 0.342571 0.465109 0.658061 1.018388
2025-08-24 0.161274 0.202149 0.257513 0.341622 0.473743 0.689604 1.115134
2025-08-31 0.158526 0.201050 0.259762 0.351177 0.499601 0.753333 1.289201
2025-09-07 0.153376 0.196255 0.256330 0.351658 0.510511 0.792150 1.422202
2025-09-14 0.148024 0.190864 0.251651 0.349724 0.516970 0.823452 1.547075
2025-09-21 0.142750 0.185470 0.246859 0.347576 0.523432 0.856982 1.691595
2025-09-28 0.136094 0.177763 0.238175 0.338469 0.516563 0.862921 1.768102
2025-10-05 0.133481 0.175839 0.238131 0.343552 0.536014 0.926360 2.026490
2025-10-12 0.130823 0.173697 0.237590 0.347690 0.554087 0.990231 2.318052
2025-10-19 0.127014 0.169646 0.233821 0.345952 0.560533 1.029000 2.549359
2025-10-26 0.124151 0.166895 0.231946 0.347349 0.573305 1.085180 2.876549
2025-11-02 0.119022 0.160480 0.223898 0.337208 0.561487 1.078684 2.957897
2025-11-09 0.113829 0.153803 0.215173 0.325381 0.545214 1.058698 2.976520
2025-11-16 0.111173 0.150959 0.212557 0.324503 0.551940 1.099776 3.289778
2025-11-23 0.110598 0.151310 0.215162 0.333355 0.580464 1.205657 4.007950
2025-11-30 0.108434 0.149077 0.213360 0.333800 0.590482 1.262105 4.533013